The controllability for a kind of nonlinear stochastic control systems which the coefficient is time-dependent

Author

Feng, Liu ; Hongbin, Dong

Author_Institution

Sch. of Electron. & Inf. Eng., Beijing Jiaotong Univ., Beijing

fYear

2008

fDate

16-18 July 2008

Firstpage

741

Lastpage

744

Abstract

This paper is devoted to a kind of stochastic exact controllability of stochastic control system, whose coefficient is time-dependent.The problem is studied from the viewpoint of backward stochastic differential equations, we give a sufficient and necessary condition of stochastic exact controllability for stochastic control systems. If the stochastic system degenerate to deterministic systems, the condition for stochastic exact controllability becomes the counterpart for complete controllability of linear deterministic control systems.

Keywords

controllability; differential equations; linear systems; nonlinear control systems; stochastic systems; backward stochastic differential equation; linear deterministic control system; nonlinear stochastic control system; stochastic exact controllability condition; time-dependent coefficient; Centralized control; Control systems; Controllability; Differential equations; Discrete wavelet transforms; Finance; Nonlinear control systems; Stochastic systems; Backward stochastic differential equation; E-well-posedness; Stochastic control system; Stochastic exact controllability;

fLanguage

English

Publisher

ieee

Conference_Titel

Control Conference, 2008. CCC 2008. 27th Chinese

Conference_Location

Kunming

Print_ISBN

978-7-900719-70-6

Electronic_ISBN

978-7-900719-70-6

Type

conf

DOI

10.1109/CHICC.2008.4604903

Filename

4604903